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Re: st: Testing for Serial correlation in the two-way fixed effects model


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing for Serial correlation in the two-way fixed effects model
Date   Fri, 15 Apr 2011 14:35:47 -0400

I cannot think of any reason why manually adding dummies for waves of observation would affect the validity of the xtserial test. David Greenberg, Sociology Department, New York University

----- Original Message -----
From: May Ster <mayfrank@gmail.com>
Date: Friday, April 15, 2011 12:33 pm
Subject: st: Testing for Serial correlation in the two-way fixed effects model
To: statalist@hsphsun2.harvard.edu


> Please help...
> Dear Statalist,
> 
> I do know the usefulness of -xtserial- however, that is appropriate
> for the one way fixed effect model only, right?
> 
> Thus, my question is : How to test for serial correlation in the
> two-way fixed effects model?
> 
> Thank you very much in advance,
> 
> maysa
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